Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME S&P 500® Futures Contract Breaks 800,000 Open Interest Mark

Date 19/06/2003

Continuing a string of five consecutive sessions of record-breaking open interest, S&P 500® futures traded on Chicago Mercantile Exchange Inc. (CME) surpassed the 800,000 mark for the first time yesterday, June 18, with 819,796 open positions. Open interest in S&P 500 futures began its rise to record levels on June 12, with 737,097 positions.

In addition, Nasdaq-100® futures posted back-to-back open interest records beginning on June 17 with 121,430 positions and reaching 123,927 positions on June 18. And, Russell 1000® futures also posted record open interest yesterday, with 2,148 positions, up from the June 16 record of 1,798 positions.

Open interest is a widely recognized indicator of the level of customer interest in an exchange's products. It represents the number of futures and options on futures contracts outstanding at the close of trading each day. CME has the largest futures and options on futures open interest of any exchange in the world.

Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX® around-the-clock electronic trading platform. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.5 billion per day in settlement payments in the first quarter of 2003 and managed $28.5 billion in collateral deposits at March 31, 2003. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME).

S&P, S&P 500, Nasdaq-100, Russell 1000 and other trade names, service marks, trademarks and registered trademarks that are not proprietary to Chicago Mercantile Exchange Inc. are the property of their respective owners, and are used herein under license.